Examination of Loneliness and Peer Relations of Physical Education Teacher Candidates

The behavior of the physical education teacher in the classroom or in the gym also affects the students' achievement and personality development. It is important to examine different aspects of loneliness and peer relations, which are thought to be one of the indicators of the level of sociability, in the profession of physical education teacher. Therefore, this research was conducted to determine the loneliness and peer relations of physical education and sports teacher candidates. In the section of physical education and sport teachers 229 students were administered the UCLA Loneliness Scale and the Peer Relations Scale. According to the gender, while differences were found in peer relations, there was no difference in loneliness levels. There were differences in peer relations in terms of classes. It was found that the level of loneliness was different according to the number of close friends, the level of loneliness increased as the number of friends decreased, and the level of loneliness decreased as the peer relations increased. It was found that the highest level of loneliness was in students who spent 5-7 hours on social networks. As a result, it can be said that the inclusion of sportive game-like practices in school education is effective in strengthening friendship and reducing loneliness. Keywords: loneliness, peer relations, physical education teache

Intraday dynamics of stock market returns and volatility

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show that after a financial “earthquake”, aftershocks in the market follow a power law, analogous to Omori's law. Our findings indicate that the moments of the return distribution scale nonlinearly across time scales and accordingly, volatility scaling is nonlinear under such a data generating mechanism

BEDEN EĞİTİMİVE SPOR YÜKSEKOKULU ÖĞRENCİLERİNİN ÖĞRETMENLİK MESLEĞİNE İLİŞKİN MOTİVASYON DÜZEYLERİNİN BAZI DEĞİŞKENLER AÇISINDAN İNCELENMESİ

Bu çalışmada Beden Eğitimi ve Spor Yüksekokulu öğrencilerinin eğitim motivasyonlarıve motivasyon sorunlarının çeşitli değişkenler açısından incelenmesi amaçlanmıştır. Bu amaçla yaşları22.34 ± 2.1 olan 138 bayan ve erkek üniversite öğrencisine “Güdülenme Kaynaklarıve SorunlarıÖlçeği” uygulanmıştır. Bağımsız örnekler T testi sonuçlarına göre, bayan öğrencilerin olumsuz motivasyon düzeylerinde erkeklere nazaran istatistiksel olarak anlamlıfarklılık olduğu belirlenmiştir P≤0.05 . Sınıf değişkenine göre ise, sınıflar arasında dışsal motivasyon düzeylerinde istatistiksel olarak anlamlıfarklılık bulunmuştur

Overnight borrowing, interest rates and extreme value theory

We examine the dynamics of extreme values of overnight borrowing rates in an inter-bank money market before a financial crisis during which overnight borrowing rates rocketed up to (simple annual) 4000 percent. It is shown that the generalized Pareto distribution fits well to the extreme values of the interest rate distribution. We also provide predictions of extreme overnight borrowing rates using pre-crisis data. The examination of tails (extreme values) provides answers to such issues as to what are the extreme movements to be expected in financial markets; is there a possibility for even larger movements and, are there theoretical processes that can model the type of fat-tails in the observed data? The answers to such questions are essential for proper management of financial exposures and laying ground for regulations. © 2005 Elsevier B.V. All rights reserved

Intraday dynamics of stock market returns and volatility

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show that after a financial "earthquake", aftershocks in the market follow a power law, analogous to Omori's law. Our findings indicate that the moments of the return distribution scale nonlinearly across time scales and accordingly, volatility scaling is nonlinear under such a data generating mechanism. © 2006 Elsevier B.V. All rights reserved

Multiscale systematic risk

In this paper we propose a new approach to estimating systematic risk (the beta of an asset). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. The empirical results from different economies show that the relationship between the return of a portfolio and its beta becomes stronger as the wavelet scale increases. Therefore, the predictions of the CAPM model should be investigated considering the multiscale nature of risk and return. © 2004 Elsevier Ltd. All rights reserved

High volatility, thick tails and extreme value theory in value-at-risk estimation

In this paper, the performance of the extreme value theory in value-at-risk calculations is compared to the performances of other well-known modeling techniques, such as GARCH, variance-covariance (Var-Cov) method and historical simulation in a volatile stock market. The models studied can be classified into two groups. The first group consists of GARCH(1, 1) and GARCH(1, 1)- t models which yield highly volatile quantile forecasts. The other group, consisting of historical simulation, Var-Cov approach, adaptive generalized Pareto distribution (GPD) and nonadaptive GPD models, leads to more stable quantile forecasts. The quantile forecasts of GARCH(1, 1) models are excessively volatile relative to the GPD quantile forecasts. This makes the GPD model be a robust quantile forecasting tool which is practical to implement and regulate for VaR measurements. © 2003 Elsevier B.V. All rights reserved

Scaling properties of foreign exchange volatility

In this paper, we investigate the scaling properties of foreign exchange volatility. Our methodology is based on a wavelet multi-scaling approach which decomposes the variance of a time series and the covariance between two time series on a scale by scale basis through the application of a discrete wavelet transformation. It is shown that foreign exchange rate volatilities follow different scaling laws at different horizons. Particularly, there is a smaller degree of persistence in intra-day volatility as compared to volatility at one day and higher scales. Therefore, a common practice in the risk management industry to convert risk measures calculated at shorter horizons into longer horizons through a global scaling parameter may not be appropriate. This paper also demonstrates that correlation between the foreign exchange volatilities is the lowest at the intra-day scales but exhibits a gradual increase up to a daily scale. The correlation coefficient stabilizes at scales one day and higher. Therefore, the benefit of currency diversification is the greatest at the intra-day scales and diminishes gradually at higher scales (lower frequencies). The wavelet cross-correlation analysis also indicates that the association between two volatilities is stronger at lower frequencies

Informed traders’ arrival in foreign exchange markets: Does geography matter?

This article critically investigates the possibility that private information offering systematic profit opportunities exists in the spot foreign exchange market. Using a unique dataset with trader-specific limit and market order histories for more than 10,000 traders, we detect transaction behavior consistent with the informed trading hypothesis, where traders consistently make money. We then work within the theoretical framework of a high-frequency version of a structural microstructure trade model, which directly measures the market maker’s beliefs. Both the estimates of the trade model parameters and our model-free analysis of the data suggest that the time-varying pattern of the probability of informed trading is rooted in the strategic arrival of informed traders on a particular day-of-week, hour-of-day, or geographic location (market). © 2015, Springer-Verlag Berlin Heidelberg